To my astonishment, I realized that I could not set a range at some point of my code. And I've found nowhere any mention of this issue.
So I declared (with dim) a Range variable.
And then I do Set Myvar = Worksheets("blabla").Range("A1:C3")
And Excel throw me an error code 9, out of range...
When I put the same line at the top of my code, it works (where I have my other sets).
Is that a known spec of VBA or is there something wrong for me ?
edit:
Apparently, the problem wasn't "set", but the fact that I can select a range only when the workbook is activated.
My code: Transform_file.Worksheets("general balance").Range(Cells(startline, 1), Cells(LastCellNumber, 1)).Value = "cool"
Works only if I have Transform_file.activate before
Hence the issue of my question wasn't Set, which can apparently be used anywhere.